+50.8%
SWKS vs ECL
+197.5%
-146.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.1% |
| 7D | +9.4% | +2.9% | +6.6% | +7.5% |
| 30D | +17.0% | +7.5% | +9.5% | +11.5% |
| 3M | +28.9% | +12.2% | +16.7% | +19.3% |
| 6M | +33.1% | +24.6% | +8.6% | +14.5% |
| YTD | +44.8% | +18.8% | +26.0% | +27.6% |
| 1Y | +36.2% | +19.3% | +16.9% | +19.5% |
| 3Y | +11.5% | +78.2% | -66.7% | -25.7% |
| 5Y | -37.1% | +38.8% | -75.9% | -51.7% |
| All | +50.8% | +197.5% | -146.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling